MSc Statistics

at University of Manchester

The taught part of the programme is divided into two 12-week semesters, each followed by a two- or three-week period of examinations.  This in turn is followed by a period of approximately 12 weeks of research work over the summer which is supervised by a member of academic staff and ends with submission of the MSc dissertation in September. Full-time students attend weekly lectures and support classes for four modules (4 x 15 credits) in each semester.  Students can also enrol on a part-time basis.  In this case they study over a two year period and only take two modules per semester, with the dissertation being completed at the end of the second year. Details of the programme structure are given below.
 

Main Programme
 

Semester One:

• Linear Models with Nonparametric Regression

• Statistical Computing

• Statistical Inference

• Multivariate Statistics
   

Semester Two:

• Generalized Linear Models and Survival Analysis

• Longitudinal Data Analysis

• Markov Chain Monte Carlo (MCMC)

• Design and Analysis of Experiments
   

Financial Statistics Pathway

This comprises a core of five modules which are common to the main programme, plus three specialist modules in financial statistics.
 

Semester One:

• Linear Models & Nonparametric Regression

• Statistical Computing

• Statistical Modelling in Finance

• Extreme Values and Financial Risk
   

Semester Two:

• Generalized Linear Models & Survival Analysis

• Longitudinal Data Analysis

• Markov Chain Monte Carlo (MCMC)

• Time Series Analysis and Financial Forecasting
   

This degree programme (including the pathway) is accredited by the Royal Statistical Society.
 

Accreditation by the Royal Statistical Society (RSS) provides reassurance that our MSc programme produces graduates with the technical skills and subject knowledge required of a statistician. This provides our graduates with a competitive edge in the job market and provides employers with an assurance of quality of our degree.
 

Dissertation: Following the successful completion of the taught part of the programme (worth a total of 120 credits) students are then expected to work on a dissertation from June to September which is worth a further 60 credits, making 180 credits in total.  Information on the various topics and projects which will be available for dissertation are provided to the students in May from which they are invited to state their preferences.  
 

The course unit details given below are subject to change, and are the latest example of the curriculum available on this course of study.
 

Title

• Statistical Inference
• Linear Models with Nonparametric Regression
• Generalised Linear Models and Survival Analysis
• Multivariate Statistics
• Design and Analysis of Experiments
• Statistical Computing
• Markov Chain Monte Carlo
• Longitudinal Data Analysis

Academic entry qualification overview
 

Expected Background
 

You are expected to have a first degree with a substantial amount of mathematics including Probability and Statistics. As a minimum you should have done Calculus or Mathematical Analysis, Linear Algebra, two courses in Probability and two courses in Statistics. A Mathematical Statistics course may count as one Probability and one Statistics course depending on the syllabus. If your course is called Advanced Mathematics, then we need to know how much calculus/linear algebra it contains. You can have a look at what Manchester students do in the first two years, or refer to the following list for a quick summary.
 

• Calculus or Mathematical Analysis (functions of a single and several variables, continuity, derivatives, integrals, Mean Value Theorem, Taylor series expansion, minimisation and maximisation, Lagrange multipliers)

• Linear Algebra (linear independence, determinant, inverse, eigenvalues and eigenvectors)

• Probability I (probabilities and conditional probabilities, Bayes Theorem, moments)

• Probability II (multivariate and conditional distributions, generating functions, Law of Large Numbers and Central Limit Theorem)

• Statistics I (descriptive statistics, normal, t, chi-square and F distributions, significance tests)

• Statistics II (Maximum likelihood estimation, Likelihood ratio tests, simple regression and analysis of variance).
   

You are expected to have done well in the above courses and your university should have a high national standing.
 

English language
 

All applicants will need to demonstrate competency in English language. Applicants who do not already possess an acceptable English Language qualification will need to take a recognised test and attain the required English Language score:

• IELTS:  at least 6.5 overall with 6.5 in writing and no other sub-test less than 6.0.

• TOEFL iBT: at least 90 overall with 22 or above in writing and no other sub-test less than 20. We do not accept 'MyBestScore'.

• Pearson PTE: at least 70 overall with 70 in writing and no other sub-test below 65.

• MSc (full-time)
  
  UK students (per annum): £14,000
  
  International, including EU, students (per annum): £25,500

This programme will prepare students for a broad range of statistical careers, particularly in the financial, medical, pharmaceutical and industrial sectors of the economy, but also with local and national government agencies, as well as in other areas. They will also provide an excellent foundation for students wishing to pursue advanced postgraduate research in statistics.